CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 1.0117 1.0129 0.0012 0.1% 1.0006
High 1.0118 1.0136 0.0018 0.2% 1.0136
Low 1.0100 1.0129 0.0029 0.3% 1.0006
Close 1.0107 1.0133 0.0026 0.3% 1.0133
Range 0.0018 0.0007 -0.0011 -61.1% 0.0130
ATR 0.0049 0.0048 -0.0001 -3.0% 0.0000
Volume 37 5 -32 -86.5% 102
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0154 1.0150 1.0137
R3 1.0147 1.0143 1.0135
R2 1.0140 1.0140 1.0134
R1 1.0136 1.0136 1.0134 1.0138
PP 1.0133 1.0133 1.0133 1.0134
S1 1.0129 1.0129 1.0132 1.0131
S2 1.0126 1.0126 1.0132
S3 1.0119 1.0122 1.0131
S4 1.0112 1.0115 1.0129
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0482 1.0437 1.0205
R3 1.0352 1.0307 1.0169
R2 1.0222 1.0222 1.0157
R1 1.0177 1.0177 1.0145 1.0200
PP 1.0092 1.0092 1.0092 1.0103
S1 1.0047 1.0047 1.0121 1.0070
S2 0.9962 0.9962 1.0109
S3 0.9832 0.9917 1.0097
S4 0.9702 0.9787 1.0062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0136 1.0006 0.0130 1.3% 0.0017 0.2% 98% True False 20
10 1.0136 0.9920 0.0216 2.1% 0.0033 0.3% 99% True False 34
20 1.0136 0.9896 0.0240 2.4% 0.0034 0.3% 99% True False 79
40 1.0136 0.9896 0.0240 2.4% 0.0033 0.3% 99% True False 115
60 1.0136 0.9896 0.0240 2.4% 0.0032 0.3% 99% True False 129
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0166
2.618 1.0154
1.618 1.0147
1.000 1.0143
0.618 1.0140
HIGH 1.0136
0.618 1.0133
0.500 1.0133
0.382 1.0132
LOW 1.0129
0.618 1.0125
1.000 1.0122
1.618 1.0118
2.618 1.0111
4.250 1.0099
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 1.0133 1.0125
PP 1.0133 1.0117
S1 1.0133 1.0110

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These figures are updated between 7pm and 10pm EST after a trading day.

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